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X-WR-CALDESC:Events for Evidence Based Investing
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SUMMARY:How factors outperform a traditional passive portfolio
DESCRIPTION:‘How factors outperform a traditional passive portfolio’ with Mark Sodergren of Northern Trust\n\n\n\nNorthern Trust’s Mark Sodergren joins ebi’s Compound Interest for a discussion of factors and how they outperform a traditional passive approach. \n\n\n\nTopics to be covered include: \n\n\n\n\nPassive vs Active – what does the evidence tell us?\n\n\n\nWhat are factors? – A brief history\n\n\n\nHow factors outperform a traditional market portfolio  \n\n\n\nFactors beyond Dimensional’s 3 factor model/approach\n\n\n\n\nStructured CPD Applicable. For Financial Professionals Only \n\n\n\n  Register Here\n\n\n\n\n\n\n\nMark Sodergren\, Senior Vice President and Head of Quantitative Strategies at Northern Trust\n\n\n\nMark Sodergren is a Senior Vice President and head of Quantitative Strategies at Northern Trust Asset Management. He responsible for the implementation and management of several quantitative equity strategies. Mark manages active and engineered equity strategies within the large cap global and domestic space. Mark has a specialization in managing sustainable investing strategies\, and is a member of our global sustainable investing resource.
URL:https://ebi.co.uk/events/how-factors-outperform-a-traditional-passive-portfolio/
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